On lexicographic tangents

Abstract: Lexicographic differentiation was introduced by Yurii Nesterov in 1987. Lexicographic derivatives have some useful properties such as exact calculus rules. Lexicographic tangents are the geometric counterpart of this construction that allows to characterise some desirable properties of convex sets.

I will introduce the notions of lexicographic differentiation and tangents, and focus on characterisations of facial dual completeness property of convex cones. The talk is based on joint work with Prof. Levent Tuncel, University of Waterloo.